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Direxion Shares ETF Trust Direxion Daily AVGO Bull 2X ETF AVL

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Market datapartial · fetched 2026-10-22T04:21:32.429Z

Delta surfaceAlpaca · derived absolute-delta buckets · 2026-11-20

Calculation methodology

Options historyIV: ThetaData historical Greeks, equal-weight mean of call/put 50-delta IV across the next four listed Friday-cycle expirations, including holiday shifts verified against ThetaData’s market calendar. Missing inputs leave gaps. Skew and implied move: recorded expiration-specific observations.

History data

PriceAlpaca · sip · 2026-10-21T23:57:30.168560379Z

FundamentalsAlpha Vantage · unavailable

Share price$31.70
1D-1.2%
AH$31.50$31.84$32.19$32.53$32.875:30 AM6:30 AM9:00 AM1:00 PM2:00 PMAVL
Sold putSold callAH

Direxion Shares ETF Trust Direxion Daily AVGO Bull 2X ETF options

Live interpolated AVL call and put midpoint premiums by absolute delta.Direxion Shares ETF Trust Direxion Daily AVGO Bull 2X ETF$0.57$2.47$4.37$6.27$8.17$23.09$28.23$33.37$38.50$43.6420Δ25Δ30Δ35Δ40Δ45Δ50Δ55Δ60Δ65Δ70Δ75Δ80ΔOPTION PRICELive AVL spot · $31.70AVL PRICE$0.78$1.01$1.27$1.61$1.98$2.35$2.79$3.22$3.86$4.50$5.29$6.27$7.62$0.86$1.20$1.47$1.71$2.14$2.41$2.81$3.37$3.92$4.39$4.81$5.28$5.82
PutsFair0.96×
CallsExpensive1.39×
SkewBullish-23.32 pp
Implied moveBalanced±$5.60
TiltBullish2.9% CALL
Table
Values and derived Greeks for the plotted delta buckets
DeltaCallsPuts
Pseudo strikeIVB/E movePseudo strikeIVB/E move
20Δ40.2886.9%29.5%27.1077.4%17.2%
25Δ38.4284.5%24.4%28.0180.2%15.4%
30Δ37.0384.1%20.8%29.0676.5%12.9%
35Δ36.0387.2%18.8%30.0272.2%10.7%
40Δ34.9889.2%16.6%30.8373.8%9.5%
45Δ33.8889.5%14.3%31.6170.3%7.9%
50Δ32.8791.3%12.5%32.4269.0%6.6%
55Δ31.8190.7%10.5%33.2670.6%5.7%
60Δ30.8095.3%9.3%34.1170.5%4.8%
65Δ29.7097.3%7.9%34.8968.4%3.8%
70Δ28.51101.0%6.6%35.6065.1%2.9%
75Δ27.17106.1%5.5%36.3361.9%2.1%
80Δ25.51114.8%4.5%37.0959.0%1.4%

20Δ

Calls
Pseudo strike
40.28
IV
86.9%
B/E move
29.5%
Puts
Pseudo strike
27.10
IV
77.4%
B/E move
17.2%

25Δ

Calls
Pseudo strike
38.42
IV
84.5%
B/E move
24.4%
Puts
Pseudo strike
28.01
IV
80.2%
B/E move
15.4%

30Δ

Calls
Pseudo strike
37.03
IV
84.1%
B/E move
20.8%
Puts
Pseudo strike
29.06
IV
76.5%
B/E move
12.9%

35Δ

Calls
Pseudo strike
36.03
IV
87.2%
B/E move
18.8%
Puts
Pseudo strike
30.02
IV
72.2%
B/E move
10.7%

40Δ

Calls
Pseudo strike
34.98
IV
89.2%
B/E move
16.6%
Puts
Pseudo strike
30.83
IV
73.8%
B/E move
9.5%

45Δ

Calls
Pseudo strike
33.88
IV
89.5%
B/E move
14.3%
Puts
Pseudo strike
31.61
IV
70.3%
B/E move
7.9%

50Δ

Calls
Pseudo strike
32.87
IV
91.3%
B/E move
12.5%
Puts
Pseudo strike
32.42
IV
69.0%
B/E move
6.6%

55Δ

Calls
Pseudo strike
31.81
IV
90.7%
B/E move
10.5%
Puts
Pseudo strike
33.26
IV
70.6%
B/E move
5.7%

60Δ

Calls
Pseudo strike
30.80
IV
95.3%
B/E move
9.3%
Puts
Pseudo strike
34.11
IV
70.5%
B/E move
4.8%

65Δ

Calls
Pseudo strike
29.70
IV
97.3%
B/E move
7.9%
Puts
Pseudo strike
34.89
IV
68.4%
B/E move
3.8%

70Δ

Calls
Pseudo strike
28.51
IV
101.0%
B/E move
6.6%
Puts
Pseudo strike
35.60
IV
65.1%
B/E move
2.9%

75Δ

Calls
Pseudo strike
27.17
IV
106.1%
B/E move
5.5%
Puts
Pseudo strike
36.33
IV
61.9%
B/E move
2.1%

80Δ

Calls
Pseudo strike
25.51
IV
114.8%
B/E move
4.5%
Puts
Pseudo strike
37.09
IV
59.0%
B/E move
1.4%

Options history

No recorded observations